tbillyield2disc
Convert Treasury bill yield to equivalent discount
Description
Examples
Input Arguments
Output Arguments
References
[1] SIA Fixed Income Securities Formulas for Price, Yield, and Accrued Interest. Volume 1, 3rd edition, pp. 44–45.
[2] Krgin, D. Handbook of Global Fixed Income Calculations. Wiley, 2002.
[3] Stigum, M., Robinson, F. Money Market and Bond Calculation. McGraw-Hill, 1996.